One vertex per element, one color per generator, with an edge from x to x·s.
(2,4)(3,7)(9,10,14,11)(12,16,13,15)(17,18,21,20)(19,22,23,24)(25,26)(27,33)(28,34)(29,37)(30,31)(32,39)(35,36)(38,40)(9,11,14,10)(12,16,13,15)(19,23)(22,24)(26,31)(27,34)(32,37)(35,40)(1,2,5,4)(3,6,7,8)(9,12,14,13)(10,15,11,16)(17,19)(18,22)(20,24)(21,23)(25,27)(26,28)(29,35)(30,34)(31,33)(32,36)(37,38)(39,40)(1,3)(2,6)(4,8)(5,7)(17,20,21,18)(19,24,23,22)(25,28)(26,27)(29,38)(30,33)(31,34)(32,40)(35,37)(36,39)(1,4,5,2)(3,8,7,6)(9,13,14,12)(10,16,11,15)(25,29,30,39)(26,32,31,37)(27,35,34,40)(28,36,33,38)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.